Non-linear exchange rate relationships : an automated model selection approach with indicator saturation
Josh R. Stillwagon
| Year of publication: |
July 2016
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|---|---|
| Authors: | Stillwagon, Josh R. |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 37.2016, p. 84-109
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| Subject: | Exchange rate determination puzzle | Non-linearities | Cross-country asymmetries | Automated model selection | Structural breaks | Principal components | Wechselkurs | Exchange rate | Theorie | Theory | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2016.03.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011672899